Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.626 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49661.86 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45600.65 Kr¶

PnL: ---------------------------------------> 544.65 Kr¶

DD now: ---------------------------------> -6.511 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 16:33:31.717494'

Anic Portfolio¶

Today¶

Return: 1.613 %¶

This Week¶

Return: 0.727 %¶

Total portfolio value¶

Return including deposits: 62.58 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.500000 1669.140000 200.140000 13.620000 1468.999998
Orrön Energy 180 6.700000 2194.200000 151.200000 7.400000 2043.000000
Sedana Medical 93 3.840000 2667.240000 146.240000 5.800000 2521.000011
Atrium Ljungberg B 5 4.360000 994.000000 59.000000 6.310000 935.000000
Platzer Fastigheter Holding B 12 5.070000 1018.800000 57.800000 6.010000 960.999996
Sagax B 4 3.690000 898.800000 44.800000 5.250000 854.000000
JM 6 3.420000 907.800000 43.800000 5.070000 864.000000
Catena 2 3.930000 834.800000 42.800000 5.400000 792.000000
Hoist Finance 35 1.740000 1022.000000 42.000000 4.290000 980.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
VEF 909 3.500000 1881.630000 31.630000 1.710000 1850.000436
Hexatronic Group 12 3.100000 998.160000 31.160000 3.220000 966.999996
BioGaia B 8 1.880000 952.000000 22.000000 2.370000 930.000000
Byggmax Group 33 1.730000 969.540000 13.540000 1.420000 956.000001
Bilia A 8 1.420000 912.800000 12.800000 1.420000 900.000000
Gränges 9 1.360000 940.500000 12.500000 1.350000 927.999999
Biotage 7 1.110000 953.400000 12.400000 1.320000 940.999997
Clas Ohlson B 12 0.860000 982.800000 9.800000 1.010000 972.999996
OX2 13 1.380000 953.550000 3.550000 0.370000 949.999999
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
EQT 4 0.820000 834.800000 2.800000 0.340000 832.000000
AcadeMedia 8 0.600000 403.200000 1.200000 0.300000 402.000000
ASSA ABLOY B 3 0.120000 776.700000 -2.300000 -0.300000 779.000001
Alimak Group 11 0.120000 918.500000 -9.500000 -1.020000 927.999996
Nordic Waterproofing Holding 7 1.040000 953.400000 -13.600000 -1.410000 966.999999
Addnode Group B 11 0.180000 903.100000 -17.900000 -1.940000 921.000003
SKF B 5 -1.660000 916.500000 -23.500000 -2.500000 940.000000
Hexagon B 26 1.380000 3437.200000 -23.800000 -0.690000 3461.000010
Creaspac SPAC 39 -0.210000 3689.400000 -28.600000 -0.770000 3717.999987
Indutrade 5 2.070000 1185.000000 -33.000000 -2.710000 1218.000000
Vitec Software Group B 2 0.770000 1050.000000 -37.000000 -3.400000 1087.000000
Latour B 4 0.050000 818.400000 -38.600000 -4.500000 857.000000
Bufab 3 -0.800000 1044.600000 -64.400000 -5.810000 1109.000001
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
BHG Group 97 1.430000 1374.490000 -84.510000 -5.790000 1458.999989
TOTAL 45600.650000 544.650000 -6.51067% 45056.000411

Updated:¶

'2023-07-04 16:33:49.120689'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶